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Runuran (version 0.5)

urpois: UNU.RAN Poisson random variate generator

Description

UNU.RAN random variate generator for the Poisson distribution with parameter lambda. It also allows sampling from the truncated distribution.

Usage

urpois(n, lambda, lb = 0, ub = Inf)

Arguments

n
size of required sample.
lambda
(non-negative) mean.
lb
lower bound of (truncated) distribution.
ub
upper bound of (truncated) distribution.

Details

The Poisson distribution has density $$p(x) = \frac{\lambda^x e^{-\lambda}}{x!}$$ for $x = 0, 1, 2, \ldots$.

The generation algorithm uses guide table based inversion when the tails are not too heavy and method @code{"DARI"} otherwise. The parameters lb and ub can be used to generate variates from the Poisson distribution truncated to the interval (lb,ub).

References

W. H"ormann, J. Leydold, and G. Derflinger (2004): Automatic Nonuniform Random Variate Generation. Springer-Verlag, Berlin Heidelberg

See Also

runif and .Random.seed about random number generation, unuran for the UNU.RAN class, and rpois for the Rbuilt-in generator.

Examples

Run this code
## Create a sample of size 1000
x <- urpois(n=1000,lambda=2.3)

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